Quantitative Modeling Resume Samples
4.7
(112 votes) for
Quantitative Modeling Resume Samples
The Guide To Resume Tailoring
Guide the recruiter to the conclusion that you are the best candidate for the quantitative modeling job. It’s actually very simple. Tailor your resume by picking relevant responsibilities from the examples below and then add your accomplishments. This way, you can position yourself in the best way to get hired.
Craft your perfect resume by picking job responsibilities written by professional recruiters
Pick from the thousands of curated job responsibilities used by the leading companies
Tailor your resume & cover letter with wording that best fits for each job you apply
Resume Builder
Create a Resume in Minutes with Professional Resume Templates
CHOOSE THE BEST TEMPLATE
- Choose from 15 Leading Templates. No need to think about design details.
USE PRE-WRITTEN BULLET POINTS
- Select from thousands of pre-written bullet points.
SAVE YOUR DOCUMENTS IN PDF FILES
- Instantly download in PDF format or share a custom link.
DT
D Turner
Destin
Turner
40829 Gislason Mews
Philadelphia
PA
+1 (555) 640 1423
40829 Gislason Mews
Philadelphia
PA
Phone
p
+1 (555) 640 1423
Experience
Experience
Houston, TX
Quantitative Modeling Analyst
Houston, TX
Russel, Watsica and Stracke
Houston, TX
Quantitative Modeling Analyst
- Consults with the business segments in researching the development of risk management models for new and existing products
- Participates in the research, design and implementation of new financial products or in the development of trading or hedging strategies
- Develops various analytic models including sensitivity analyses, stress testing, value-at-risk, scenario testing, and Monte Carlo simulations
- Integrates and is responsible for robust developmental testing and ongoing monitoring program as part of the model design
- Develops analytical methods and models that assess the market, credit and / or operational risks of new and existing financial products
- Is focused on the development of the theory and mathematics behind various models
- Develop/assist with the designs and construct of in-house and vendor supported models. This includes working on coding theories, inputs, methodologies, testing, processing, formatting of output, ongoing monitoring and periodic tuning
Dallas, TX
Ccar Quantitative Modeling Manager Secured Products
Dallas, TX
Barton LLC
Dallas, TX
Ccar Quantitative Modeling Manager Secured Products
- Development – Oversee development and documentation of loss forecasting models used for CCAR and IFRS-9
- Partners – Manage relationship with Model Sponsors; Model Risk Management; Functional Review; Audit for projects in the US modeling shop
- Model Review – Support Model Owners in the model submission and review process
- Prepare responses/presentations to regulatory agencies on all CCAR models built
- The person may manage a model development team
- Develop segment and/or account level CCAR stress loss models
- Work closely with cross functional teams, including country/region’s business stakeholders, model validation and governance teams, and model implementation team
present
Dallas, TX
COO for Quantitative Modeling Division VP
Dallas, TX
Johnson-Koelpin
present
Dallas, TX
COO for Quantitative Modeling Division VP
present
- Provide support to management for communication of departmental strategy
- Report preparation for all levels of management
- Recruitment coordination; support for hiring managers about onboarding procedures and administration
- Active participation in office space planning, management and forecasting
- Assess and plan for the long term development of the group
- Set team goals and encourage efficiencies through changes to work processes
- Business Management and Financial Analysis
Education
Education
Bachelor’s Degree in Statistics
Bachelor’s Degree in Statistics
University of California, Los Angeles
Bachelor’s Degree in Statistics
Skills
Skills
- Good understanding of Mortgage portfolio credit risk is highly desirable
- Ability to use advanced statistical and mathematical software to perform statistical estimation on financial data
- Strong programming skill in statistical languages (i.e. SAS, R, Matlab etc)
- Ability to solve mathematical models analytically
- Ability to simulate mathematical/statistical models
- Ability to use advanced statistical and mathematical software to perform statistical estimation on large datasets
- The ability to explain complex information in simple and concise format
- Ability to analyze complex financial instruments, create spreadsheets and write code to facilitate the analysis
- Financial modeling in mathematical/symbolic terms
- Relational databases and SQL programming
13 Quantitative Modeling resume templates
Read our complete resume writing guides
1
Manager, Quantitative Modeling Resume Examples & Samples
- PhD in Statistics, Economics, Mathematics, Industrial Engineering, Operations Research, or another related field of study
- 5 + years’experience in Statistical or Econometrics hands-on work (can include Graduate School Research work) using SAS
- 2+ years experience with credit risk modeling or consumer behavior modeling
- 2+ years experience in Credit Card Risk Modeling or Mortgage Risk Modeling Recruiter: Howard Fishman
2
Quantitative Modeling Platform Build Project Manager Resume Examples & Samples
- Utilizes in-place Project Management process to manage new application development projects for Originations, Operations, Risk, Finance and Marketing through complete project lifecycles
- Interacts with business users to gather and validate requirements and develop detailed specifications and designs for new architecture
- Leads an off-shore team for new application development and cycle maintenance
- Leads architecture design and code reviews
- Leads systems, integration and user acceptance testing, and roll-out of new applications
- Demonstrated ability to manage business and technical relationships
- Demonstrated experience developing and executing project plans for technology integration and/or custom technology development projects (General grounded understanding of a SDLC)
- Demonstrated working knowledge of Agile project management (SCRUM, XP, KABAN, etc. ) and working knowledge of project best practice methods (i.e. PMBOK, PMP Cert. or Triple Constraint Management, etc.)
- Demonstrated working knowledge of GE’s project management and/or supplier management processes and systems
- Demonstrated success in program and project problem solving conflicts and in issue resolution
- Demonstrated success at planning and executing projects on time and under budget
- Demonstrated knowledge managing teams on and off shore
- Possesses analytical and negotiation skills
- Strong presentation, communication and group facilitation
3
Quantitative Modeling Platform Technical Architect Resume Examples & Samples
- Assists in defining,
- Communicates design, functional,
- Bachelor's degree in Computer Science, Business Administration, or Engineering
- Possesses problem solving and analytical skills
- Ability to manage customer expectations
- Leadership experience of multi-discipline, high performance work teams
- Demonstrated application integration or software development experience
- Demonstrated experience in process redesign and process automation
- 3+ years financial services experience
- Demonstrated competency with three of more of the following: RUP, Agile Business Story Development, Requirements Managements, UML Analysis, OOP, SQL, RADD, Lean, Six Sigma or equivalent
4
Quantitative Modeling Analyst Resume Examples & Samples
- Maintain and track credit bureau criteria, scorecards, and attributes against campaign performance
- Monitor credit criteria thresholds against application approval, and decline measures
- Assist in data research and deep-dive analysis as needed
- Unveil opportunities for enhancement and assist in testing and rebuilding as applicable
- Solid background in business, marketing, finance, math, statistics, or economics
- Strong analytic capabilities
- Programming skills (SAS, SQL Excel); Familiarity with modeling software (SAS EG, SAS EM, Xeno, Model Builder) is a plus
- Strong data management skills
- Excellent problem-solving and decision-making abilities
- Strong project management and organizational skills, ability to manage several projects simultaneously
- Ability to translate technical information into easily understandable terms
5
Finance Quantitative Modeling Manager Portland Resume Examples & Samples
- Institutes the quantitative modeling infrastructure, in terms of systems, environment, processes and procedures by providing guidance on selection of modeling and application development platform, architecture and design. and
- Takes full ownership of the model development process and relationship with the business partners: from conceptualization through data exploration, model selection and validation, implementation, back testing, business user training, support and model audit after the implementation
- Checks the conceptual soundness of the models, assess data quality and integrity as well as model assumptions and review results for reasonableness while understanding the cause of variances between stress scenarios and portfolios
- Partners with Model Risk Management and Model Validation to establish the modeling community’s framework in terms of policies and guidelines and co-owns the model inventory
- Interacts with the Capital Planning project manager to determine modeling priorities and critical path towards the institution’s target of models portfolio and produces various reporting artifacts to inform senior and executive management on progress and status updates
- Reports on a regular basis to Capital Planning Committee and Model Risk Committee with major milestones achieved and potential risks associated with the roadmap
- Ensures proper technical and regulatory compliance documentation is written, kept up-to-date and readily available for any internal or external purposes
- In a later stage, identifies opportunities to apply quantitative methods to improve business performance
- 2 years’ experience using SAS and R
- Doctorate in Economics, Statistics, or Mathematics
- 2+ years’ experience manipulating and performing analysis with large databases
6
Quantitative Modeling Associate Resume Examples & Samples
- Conduct independent validations
- Verify that validated models have been implemented correctly
- Assess model risks and limitations
- Verify that model has been properly documented
- Ph.D. or Master's degree in finance, mathematics, statistics or other quantitative field
- Experience with development of testing methodologies and creation of working papers
- Ability to perform multiple tasks simultaneously to meet strict deadlines
7
Investment Associate, Quantitative Modeling Resume Examples & Samples
- Design and deploy comprehensive asset-liability risk models for use in analysis of investment strategies
- Lead special Business Unit and portfolio team projects that require quantitative expertise
- Perform asset optimization and develop/update modeling assumptions and risk-return metrics
- Examine market opportunities associated with non-traditional / alternative assets and hedging
- Develop key insight into liability characteristics across the major product lines
- Collaborate closely with investment risk, asset management, actuarial, Treasurers and finance
- Utilize existing systems and tools including scenario generators, replicating portfolios and liability pricing models
- Graduate degree in quantitative finance, applied science or mathematics preferred
- A minimum of 5 years of quantitative modeling and programming experience
- Knowledge and experience with object-oriented programming languages such as C#, Java, or C++
- Advanced knowledge of Excel and VBA
- Deep understanding of capital markets including derivatives, fixed income and equity instruments
- Experience in designing asset-liability models and economic scenario generators
- Creative problem solver, high energy and initiative
- Strong leadership characteristics and demonstrated value of client focus, teamwork, coaching and integrity
- Exposure to external market data sources, commercial modeling and hedging platforms
8
Citi Treasury Investments Quantitative Modeling Lead Resume Examples & Samples
- Key person in determining the appropriateness of results from the various models used for AFS/HTM workstream with regard to firm-wide CCAR process
- Assess current control processes on AFS/HTM workstream to ensure appropriate controls and reconciliations are being performed and that ongoing refinements are adequately addressed
- Sign-off on various UAT cycles necessary for ongoing model changes incorporated in CCAR process
- Update MYF and Annual CCAR AFS/HTM Workstream Methodology documents
- Act as key lead across various businesses to ensure sign-off for all model driven OCI/OTTI results and parameter changes
- Support the CTI Asset Allocation team to enhance portfolio strategy and drive allocation decisions for firm-wide Investment portfolio including ongoing development and optimization of portfolio risk and management systems
- Develop and produce thorough analyses and presentation materials to support and influence senior management decisions
- Assist in the collaboration of ongoing status materials and key member involved in the coordination of the CCAR production processes
- 7+ years of experience working in the finance industry
- Minimum Bachelor’s degree in a quantitative-focused discipline from a top tier school; Masters or other relevant advanced qualification would be a plus
- Broad-based knowledge of financial instruments and products including an understanding of valuation techniques and risk measurement
- Detailed understanding of technology and using technology-led solutions to implement automation of analytics and reporting
- Expert in the use of Excel/PowerPoint; VBA experience would be a strong positive
- Highly analytical background with strong problem solving skills and an ability to rapidly assimilate complex information across a variety of financial disciplines
- Excellent communication skills, oral and written, with ability to converse with a wide variety of people across functions / seniority
- High energy, self-starter with a flexible and pragmatic attitude and a desire to show continued progress
9
Quantitative Modeling Associate Resume Examples & Samples
- Gather, summarize, analyze, interpret and present data to support various Consumer Credit Risk Management initiatives
- Develop account-level and customer-level models for consumer lines of business, e.g., origination, behavior, payment projection, client risk scorecards
- Evaluate the predictive power of existing/new internal/external models/scores/variables
- Provide model documentation that meets internal and external regulatory requirements
- Assist with the implementation and monitoring of models; act as a resource for and coordinate with Line of Business partners
- Manage projects from start to finish, including obtaining stakeholder involvement, project design, analysis, timely delivery
- Develop ad hoc models, build strategies, and provide analytic support as requested by Line of Business or other internal clients
- Help streamline existing code used for modeling and analytics; coordinate the development and implementation of process efficiencies and workplace automation
- Investigate and implement new technologies for the Strategic Analytics department; find new applications/uses for existing analytic/modeling software
10
Quantitative / Modeling Associate Resume Examples & Samples
- 1-3 years of loss forecasting/ model validation experience
- Advanced knowledge of statistics, mathematics and financial modeling
- Proficiency in SAS or other advanced statistical software
- Ability to work independently and in a team environment in collaboration with other team members and external consulting firms
11
Investment VP, Quantitative Modeling Resume Examples & Samples
- Development of asset valuation and projection capabilities in support of ALM and risk management of insurance products
- Research and implement interest rate, equity, credit and inflation models used in valuation of domestic and international products and ESG solutions across the company
- Research and implementation of Monte Carlo techniques
- Support analysis and research related to implementation of hedging
- 5+ years of experience in modeling of interest rate and equity derivatives or
12
Quantitative Modeling Controller Resume Examples & Samples
- Modell building, substantiation, validation
- Multiple scenario planning for the annual budgeting process
- Ad-hoc modeling requirements needed by the Institutional Securities Group
- Bachelor's degree in Finance/Accounting or related field
- Past experience with financial modeling
- Statistical background and program knowledge is an advantage
- IFRS and US GAAP experience is an advantage
- Strong Excel and Access skills
- Sound numeric skills
- Sound problem solving and analytical skills - ability to identify and solve issues
- Good time management skills with an ability to adapt to meet demanding deadlines
- High proactivity and ability to work independently
13
Ccar Quantitative Modeling Manager Unsecured Products Resume Examples & Samples
- Work closely with cross functional teams, including country/region’s business stakeholders, model validation and governance teams, and model implementation team
- Prepare responses/presentations to regulatory agencies on all CCAR models built
- The person may manage a model development team
- 8+ years’ experience in performing quantitative analysis, statistical modeling, loss forecasting, loan loss reserve modeling, and particularly econometric modeling of consumer credit risk stress losses (e.g., CCAR/DFAST)
- Experience with dynamics of unsecured products, with international experience a strong plus
- Active role in performing some analytical components of an econometric modeling-driven stress loss process (data collection, data integrity QA/QC/reconcilements, pre-processing, segmentation, variable transformation, variable selection, econometric model estimation, sensitivity testing, back testing, out-of-time testing, model documentation, & model production implementation)
14
Ccar Quantitative Modeling Manager Secured Products Resume Examples & Samples
- Develop segment and/or account level CCAR stress loss models
- Perform all required tests (e.g. sensitivity and back-testing)
- Validate/recalibrate all models annually to incorporate latest data. Redevelop as needed
- Experience with dynamics of secured products, with international experience a strong plus
- Exposure to project management of model development initiatives and the delivery of technical presentations to internal model review functions and/or external regulators (e.g., FRB, OCC, FDIC) and internal audit functions
15
Finance Quantitative Modeling Manager Resume Examples & Samples
- Understands technical issues in econometric and statistical modeling and apply these skills toward implementing and creating technical solutions to challenging business problems
- Communicates technical subject matter clearly and concisely to individuals from various backgrounds
- Integrates comments and recommendations from Internal Audit and the regulators
- Manages, teaches and mentors a team of 3 to 6 quantitative modelers and develops quantitative modeling competencies of others within the institution
- Master’s Degree in Statistics, Economics, Mathematics, Industrial Engineering, Operations Research, or another related field of study
- 10 years’ experience in Statistical or Econometrics hands-on work
- 3 years’ experience with credit risk modeling or consumer behavior modeling
- 5+ years’ experience in Statistical hands-on work
- 5+ years’ experience using SAS
- 2+ years’ experience in Credit Card Risk Modeling or Mortgage Risk Modeling
16
Capital Markets Senior Quantitative Modeling Analyst Resume Examples & Samples
- Makes recommendations on new origination and risk mitigation
- Sound understanding of Derivatives pricing model including the underlying mathematical theory (Stochastic Processes, Risk Neutral Measure, Monte Carlo Simulations etc.)
- Sound understanding of Counterparty Risk Measurement including PFE, XVA calculation methodologies
- Knowledge of market practices across traded products – Rate Derivatives, FX, Commodities, Credit Derivatives (CDX, CMBX etc.), Repos, Debt Products etc
17
BSA AML Ofac Quantitative Modeling Analyst Resume Examples & Samples
- Participates in the research, design and implementation of new financial products or in the development of trading or hedging strategies
- Is focused on the development of the theory and mathematics behind various models
- Develop/assist with the designs and construct of in-house and vendor supported models. This includes working on coding theories, inputs, methodologies, testing, processing, formatting of output, ongoing monitoring and periodic tuning
- Actively monitors models for performance and optimization and provides analytical/reporting information to the Model Owner(s) so they can assess the reliability of the model
- Works with Model Owner(s) to create and maintain a BSA AML OFAC model risk governance structure, including area‐specific policies and procedures that guide ownership, development, processing and use
- Integrates and is responsible for robust developmental testing and ongoing monitoring program as part of the model design
- Provides Model Owner(s) and/or committees with governance reporting
- Statistical Hypothesis Testing, Stratified Sampling, Probability Theory
- Cluster Analysis Techniques, Rare Event Logistic Regression, Discriminant Analysis, Machine Learning Alogrithm
18
Quantitative Modeling & Research Analyst Resume Examples & Samples
- Master's degree, or equivalent work experience
- 10 or more years of experience in project management and leadership activities
- Five or more years of managerial experience
- Knowledge of time series analysis
- Strong organizational, project and time management skills
- Excellent verbal and written communication skills (e.g., summarizing and documenting major findings)
- Interfaces with internal and external resources to ensure successful and timely cooperation in accordance with user needs
- Advanced degree in statistics, finance, economics (with a focus of applied econometrics), applied and computational mathematics, and other disciplines in physical sciences or engineering that require heavy use of computational mathematics and/or statistical techniques
- Five or more years of experience in financial analysis activities
- Knowledge of modeling techniques such as logistic or linear regression
- Proficiency in programming, statistical analysis and modeling software (in at least one of the following: SAS, Matlab, EViews, SPSS, R, SQL, C++, VBA) as well as Microsoft Office (Excel, Access, Word, and PowerPoint)
19
Quantitative Modeling Analyst Resume Examples & Samples
- Consults with the business segments in researching the development of risk management models for new and existing products
- Develops various analytic models including sensitivity analyses, stress testing, value-at-risk, scenario testing, and Monte Carlo simulations
- Proficiency with SAS, SQL and Visual Basic Script within Microsoft Excel
- Advanced data management skills
- Ability to source data and convert it into a usable form without the benefit of a fully-developed data mart
20
Director, Quantitative Modeling Resume Examples & Samples
- Supervise the development, testing, implementation, and ongoing performance monitoring of all scoring models used throughout the company. This includes, but is not limited to: credit risk scores, behavior scores, fraud scores, first payment default scores, etc
- Supervise the development, testing, implementation, and ongoing performance monitoring of all regulatory compliant credit models, including Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD) models
- Research and analyze areas of opportunity to gain a competitive advantage for SC
- Present analysis to management in a clear, concise and actionable format with appropriate levels of conversion which is easily consumable
- Review data reports and key data elements to identify coding issues as it pertains to scoring models utilized throughout the Company
- Completes assigned modeling and analysis projects in accordance with established guidelines and generally-accepted mathematical modeling practices
- Aggressively manages model risk in accordance with Santander Consumer USA internal policies and U.S. Federal Reserve regulations (SR 11-07)
- Identifies modeling needs and communicates them to the SVP Pricing and Loss Forecasting
- Proactively provides detailed and comprehensive model development information in order to facilitate independent model validation
- Actively participates as a member of required oversight committees
- Manages the work assignment and professional development of a team of highly-talented Quantitative Modelers and business analysts
- Special projects as requested
21
Ccar Quantitative Modeling Manager Secured Products Resume Examples & Samples
- Development – Oversee development and documentation of loss forecasting models used for CCAR and IFRS-9
- Model Review – Support Model Owners in the model submission and review process
- Implementation – Oversee the implementation of all international secured models and owner of the production code (Cash Flow Engine)
- Production – Oversee the production process for all international secured models
- Planning – Partner with the Head of Modeling in India for International Secured Portfolios to create and maintain: project list; development schedule; implementation schedule; production schedule and monitoring schedule
- Partners – Manage relationship with Model Sponsors; Model Risk Management; Functional Review; Audit for projects in the US modeling shop
- 10-12+ years’ experience in performing quantitative analysis, statistical modeling, loss forecasting, loan loss reserve modeling, and particularly econometric modeling of consumer credit risk stress losses (e.g., CCAR/DFAST)
- 5+ years’ experience managing model a development team with 5+ reports
22
Analyst, Quantitative Modeling Resume Examples & Samples
- Strong Math background
- Superior skills in Excel & Access. VBA, SQL and Matlab preferred
- Understanding of equity markets, commodities pricing, bond and derivatives calculations
- Must be able to work independently on multiple projects with minimal direction or supervision
- Bachelor’s Degree. Advanced degree in business, math, economics, or finance strongly preferred
- Must be able to demonstrate excellent analytical and quantitative capabilities to solve original, non-routine problems in a timely and insightful manner
- Detail oriented with ability to consistently perform daily production tasks
- Ability to learn S&P’s proprietary index calculation engines
- Ability to assume responsibility, work with others and manage projects
- Ability to learn new data and calculation platforms in a limited time
- Requires excellent written and verbal communication skills and the ability to coordinate work done by multiple people and / or groups
- Experience dealing with customers in a time-sensitive demanding environment where interpretation of data has both objective and subjective components requiring persuasion and influencing skills
- Minimum of 1 year of professional experience in index management or similar role
- Manage and maintain relationships with clients
- This particular position will have to work with a large amount of complex index models in Excel and Access
- Preparing and calculating client custom indices. This includes performing analytical research on companies to determine the composition of the index, adjusting data in our calculation system, and adjusting the data to conform to the rules of the index
- Interpret complex index methodology to ensure that calculation of index levels correspond to the stated methodology
- Must ensure timely and accurate delivery of real-time and end-of-day index data to clients and end users
- Preparing and delivering announcements as they relate to index changes to clients and end users in advance of the implementation of the changes
- Quantitative analyses of index returns, weights and constituents
- Manages and maintain relationships with key members of other groups within S&P Index Services, across other S&P departments, particularly development
- Must be able to working with complex financial models
23
Quantitative / Modeling Associate Resume Examples & Samples
- Individual will perform a broad range of quantitative risk analysis to support the Financial Crimes team within Risk Modeling & Analytics (RM&A), including model development, ongoing monitoring and validation activities primarily related to anti-money laundering (AML) and Office of Foreign Assets Control (OFAC) list screening
- Develop/assist with the design and/or building of in-house and vendor models; includes working on coding theories, inputs, methodologies, testing, processing, ongoing monitoring and periodic tuning
- Responsible for adhering to a strict ongoing monitoring schedule; provides analytical results to Model Owners, and assists in evaluating model reliability/performance
- Leverage SAS to perform model reconciliation and testing activities
- Execute “below-the-line” testing to evaluate threshold settings for alert generation
- Write/review documentation to comply with KeyBank model governance standards and regulatory expectations
- MS/MA (PhD preferred) in statistics, mathematics, economics, or other quantitative field
- 3 to 5 years of experience in model development, preferably with experience in the financial services industry. Experience within financial crimes, risk, or compliance is a plus
- Superior programming skills (SQL or C++) and demonstrated experience with SAS, R, Matlab or other advanced statistical/econometric analysis software
- Familiarity with modeling software (SAS EG, SAS EM, Xeno, Model Builder)
- Proficiency in the use of Microsoft Office with advanced experience in Excel and Access or SQL Server
- Prior experience working with AML/OFAC software such as Oracle FCCM (aka Mantas), Actimize AML, LexisNexis Bridger, or ACI Money Transfer System
- Advanced knowledge of statistics/econometrics and excellent analytical ability
- Extensive data management skills
- Demonstrated skill in effectively communicating (verbal and written) analytical results and experiences to a diverse audience; ability to respond to client questions with clear/effective answers and give cohesive presentations
- Exceptional project management and organization skills, ability to support several projects simultaneously to meet strict deadlines
- Strong interpersonal skills; ability to work well in a team environment
- Familiarity with KeyBank systems and how to maximize the use of customer and transaction data in these systems
- One or more years of experience in AML or OFAC modeling, or a similar area
- Position can be located in Chicago, IL or Cleveland, OH
24
Quantitative / Modeling Analyst Resume Examples & Samples
- Conduct independent validations on interest rate risk, asset liability management, liquidity, valuation, and profitability models, which are developed using modeling techniques such as survival (hazard), logistic regression, time series, financial forecasting, and cash-flow models
- Conduct independent validations on models across the bank
- Understand the conceptual framework and assumptions of the models and how the models are used in the business decision-making process
- Assess model performance
- Assess adequacy of model owner’s monitoring and maintenance
- Verify the model has been properly documented
- Document the validation procedures and results
- Manage, develop, and mentor junior model validators
- PhD or Master’s degree in Statistics, Mathematics, or other quantitative field
- 1+ years of modeling/analytics experience in Treasury modeling, or model validation experience
- Strong working knowledge of SAS and SQL
- Modeling/model validation experience with Net Interest Income, Duration of Equity, prepayment models
- Working Knowledge of QRM
- Strong working knowledge of MATLAB, Python, R, or other programming languages
25
Quantitative / Modeling Associate Resume Examples & Samples
- Three to five years’ experience in quantitative analytics
- Ph.D. or Master’s degree in economics, finance, mathematics, statistics or other quantitative field
- Advanced knowledge of statistics/econometrics
- Working knowledge of SAS or other advanced statistical/econometric analysis software
- Critical thinkers with business intuition, intellectual curiosity, and ability to execute
- Ability to use advanced statistical and mathematical software to perform statistical estimation on financial data
26
Portfolio Manager, Quantitative Modeling Resume Examples & Samples
- Collects economic and financial information specific to a commodity market or organization, conducts market sector or statistical analysis and interprets key market data elements into useful business information via commentary and written analysis
- Leverages broad scope of knowledge when performing analysis on data sets; May use scripts, codes, languages, etc
- Performs high level analysis and modeling. Will develop quantitative/analytic models
- Trains and mentors other individuals and teams to ensure accuracy and timeliness of information to clients
- Conducts research including identifying data, data input, and statistical analysis of results and creates and maintains data, rate of return analysis and reports
- Prepares presentations and engages directly with clients to present analysis
- Responds to client requests/inquiries for data and analysis
- BA/BS in Chemical Engineering, Business, Mathematics, Economics, Finance, and/or related field of study preferred. Equivalent experience within their discipline also considered
- 8+ years experience in natural gas liquids/oil industry
- Persistent with a natural curiosity about energy market fundamentals and technical details. Good grasp of the midstream or petrochemical markets desired
- Displays well-rounded communication skills that implement good listening techniques, clear, concise writing style; and good verbal skills. The ability to communicate across a wide range of groups and personalities internally and externally
- Works well in a team environment, focusing on collaboration and adapting to the needs of a diverse team. Has subject matter expertise in one market
- Displays good numeracy including ability to conceptualize proportional relationships; understand the basic principles of algebra and statistics; as well as a basic understanding of how to apply basic math functions in Excel. A basic understanding of economics principles is also required
- Adept at managing multiple tasks and adhering to regular deadlines. Able to adjust priorities throughout the day
27
COO for Quantitative Modeling Division VP Resume Examples & Samples
- Report preparation for all levels of management
- Analysis of actuals versus budget
- Commentary for the monthly and quarterly revenue/expense review packs
- Business Management and Financial Analysis
- Invoice approvals
- Resourcing
- Recruitment coordination; support for hiring managers about onboarding procedures and administration
- Active participation in office space planning, management and forecasting
- Provide support to management for communication of departmental strategy
- Coordination and follow up of certain risk items (info-sec, operational type of risks, etc)
- Production of ad-hoc presentations, analysis and proposal documents
- Set team goals and encourage efficiencies through changes to work processes
- Assess and plan for the long term development of the group
- Coordinate employee training programs
- Represent the team at various forums internally and externally
- Have confident command of English language
- Take responsibility for assigned work tasks. Adhere to the assigned timeframe
- Be available to answer questions and queries from local and remote team members and users in a timely fashion
- Understand and adhere to the organization’s values
- Be accurate and pay attention to details
- Be able to effectively and actively ensure upward, downward peer communication of information and issues and risks
- Be able to deal easily with multiple issues and tasks under pressure
- Acquire necessary business knowledge to complete the task
- Be able to select relevant information and tailor communication to target audience
- Be able to present complex ideas and associated costs
- Act as a leader and role model to the team and others in the Division
- Ensure risk is mitigated through documented process controls and adherence to escalation matrices
28
Senior Quantitative / Modeling Associate Resume Examples & Samples
- Develop CECL compliant loss forecasting models including probability of default (PD), exposure at default (EAD), loss given default (LGD) and risk rating migration. Perform model testing, model implementation and model monitoring. Prepare comprehensive model documentation that meet internal and regulatory standards
- Work on various ad hoc quantitative, modeling, and programming assignments
- PhD or Master’s degree in Statistics, Econometrics, Operations Research, Mathematics or related quantitative field
- At least 3 years hands on work and research experience of advanced analytical skills in the areas of statistics, economic/econometrics modeling and data mining applicable to risk management in banking industry
- 3+ years of experience of analytical and modeling methods including binary and multinomial logistic regression, multivariate analysis, cluster analysis, time series analysis, and panel data analysis
- 3+ years of experience in programming languages and statistical software including SAS, SQL Working knowledge of SAS or other advanced statistical/econometric analysis software
- Strong problem solving and critical thinking skills with business intuition and intellectual curiosity
- Ability to multi-tasking and stay organized and focused on delivering results
29
Ccar / Ifrs-quantitative Modeling Manager Resume Examples & Samples
- Monitoring & Analytics – Oversee the monitoring of all international secured models and provide analytic support to countries regarding model performance and forecast projections
- Planning – Partner with the Head of Modeling in Us for International Secured Portfolios to create and maintain: project list; development schedule; implementation schedule; production schedule and monitoring schedule
- Partners – Manage relationship with Central CCAR team, Model Sponsors, Model Risk Management, Functional Review, and Audit for projects in the India modeling shop
- Regulators – Subject Matter Expert responsible for addressing regulatory questions about models and process run by the Candidate
- Advanced Degree (Masters required, PhD preferred) in Statistics, Applied Mathematics, Operations Research, Economics, Finance or other highly quantitative discipline
- Experience with mortgage/home equity modeling, with international experience a strong plus
- Exposure to various loan level loss forecasting modeling approaches preferred
30
Senior Quantitative / Modeling Associate Resume Examples & Samples
- Familiarity of marketing, database marketing, credit bureau, and/or credit risk
- Programming skills (SAS, SQL Excel, Tableau); Familiarity with modeling software (SAS EG, SAS EM, Xeno, Model Builder) is a plus
- Knowledge of bank systems and how to maximize the use of customer data stored in these systems
- Strong interpersonal skills, ability to work well in a team environment
- Superb oral and written communication skills; ability to understand and perceive client requests/needs, respond to questions with clear, effective answers, and present recommendations in a cohesive manner
- Bachelor's Degree required, Master's preferred
31
Quantitative / Modeling Associate Resume Examples & Samples
- One to three years’ experience in quantitative credit risk modeling, with experience in mortgage lending is a strong plus
- Proficient in SAS or other advanced statistical/econometric analysis software
- Ability to use advanced statistical and mathematical software to perform statistical estimation on large datasets
- Strong programming skill in statistical languages (i.e. SAS, R, Matlab etc)
- Good understanding of Mortgage portfolio credit risk is highly desirable
32
Quantitative Modeling Analyst Resume Examples & Samples
- Cluster Analysis Techniques, Rare Event Logistic Regression, Discriminant Analysis, Machine Learning Algorithms
- Experience with AML monitoring systems, customer risk rating for Enhanced Due Diligence, or Office of Foreign Asset Control (OFAC) monitoring
- Experience with scoring model development
33
VP-quantitative Modeling Analytics Resume Examples & Samples
- Master's Degree in Statistics, Economics, Mathematics, Financial Engineering
- At least 5 years’ experience in Statistical or Econometrics hands-on work
- Proficiency with statistical software (SAS and R)/analytical tools/data analysis packages
- Knowledge of CCAR and stress testing requirements as well as regulations related to capital planning and risk management
34
Analyst, Quantitative Modeling Resume Examples & Samples
- Superior skills in Excel & VBA essential. SQL and Matlab preferred
- Developing custom indices for our clients with a quick turnaround time
- Interpret and implement complex index methodology to ensure that calculation of index levels correspond to the stated methodology
- Manages and maintain relationships with key members of other groups within S&P Index Services, across other S&P departments
35
Quantitative Modeling Manager Resume Examples & Samples
- Uses internal and external data sources to create robust model development datasets
- Ensures modeling projects are conducted in accordance with established company policies and generally-accepted mathematical modeling practices
- Utilizes data mining and statistical techniques to develop analytic insights, sound hypotheses, and informed recommendations
- Provides requisite information in support of independent model validation activities
- Actively participates in the professional development of junior-level statisticians
- Develops a thorough understanding of the firm’s operations and business practices
- Take a lead role in Supporting Model Validation and documentation of models in accordance with Santander Consumer internal policies and U.S. Federal Reserve regulations (SR 11-07)
36
Quantitative Modeling Analyst Resume Examples & Samples
- The analyst should have a strong statistical, econometric, mathematical background, efficient programming skills for data management and model development, and good writing and presentation skills
- Doctorate or Master degree in a quantitative field with focus in statistical modeling is required
- Proficient programming skills with R, Python, and SQL are required
- 1-2 years of industry experience with a focus on model development, with financial service industry experience preferred
- Familiarity with techniques used to analyze large datasets
- Familiarity with capital stress testing (DFAST) is a plus
- Proven, proactive approach to problem solving and workflow analysis
- Team player and demonstrated ability to be flexible and easily shift among tasks and varying projects
- Strong organizational skills, with the ability to effectively manage multiple deliverables and be able to identify and implement process improvements; and be able to learn new quantitative techniques where needed
37
Group Manager, Quantitative Modeling Resume Examples & Samples
- PhD in Statistics, Math, Physics, Engineering, Economics or similar field is strongly preferred
- 10-20 years experience in the financial services industry
- Experience building and leading large or global teams
- Demonstrated client-facing experience and ability to establish credibility with clients and fellow team members
- Software: MATLAB, Excel (with VBA), SQL
- Proven ability to develop statistical models to assess the probability of default or loss given default
- Excellent presentation abilities; previous experience presenting at conferences
- Ability to explain complex analytic concepts in simple terms
38
Quantitative Modeling Senior Professional Resume Examples & Samples
- Work with Chief Market Risk Officer, Senior Managers and multiple Trading Desk Heads in supporting the Market Risk function across a diverse set of product types including: Interest and Commodity Derivatives, Foreign Exchange, Fixed Income Bonds, Equities and Loans
- Support the line of business with deep subject matter knowledge relative to market risk and market risk strategies
- Perform Model Validations among various Trading, Middle Office and Risk Management systems that include
- Ph.D. or Master’s degree in finance, mathematics, statistics or other quantitative field
- 7-10 years of financial modeling/ model validation experience
- Advanced knowledge of finance including valuation methodologies, capital markets, financial instrument modeling, Structured Products, Value at Risk and Counterparty Credit Risk
- Advanced experience in Excel and Visual Basic
- Proficiency in a programming language such as SAS, R, or other advanced statistical software
39
Quantitative / Modeling Associate Resume Examples & Samples
- Participate in all stages of model development from model methodology and framework design, data preparation, segmentation, model development, model testing and calibration
- Implement the models and monitor model performance
- Support independent model validation, internal and external audit, and regulators reviews
- Interacts with model owners/users, validators and regulators to address model issues and remediation actions. Interact with business units within Key to better understand their portfolio, risk exposures and modeling needs
- 1-3 years hands on work and research experience of advanced analytical skills in the areas of statistics, economic/econometrics modeling and data mining applicable to risk management in banking industry
- 1+ years of experience of analytical and modeling methods including binary and multinomial logistic regression, multivariate analysis, cluster analysis, time series analysis, and panel data analysis
- 1+ years of experience in programming languages and statistical software including SAS, SQL Working knowledge of SAS or other advanced statistical/econometric analysis software
- The ability to understand generally accepted accounting principles
- Ability to clearly present analytical findings and methodology to both technical and non-technical audiences and make business recommendations via the use of Microsoft Word and PowerPoint
- Candidates with stress testing or IFRS 9 model development experience preferred, but not required
40
AVP, ALM Quantitative Modeling Resume Examples & Samples
- Ensure timely completion of project milestones and client deliverables are met using the highest standards
- Develop and maintain the prepayment modeling in the ALM (QRM) system
- Partner with various stakeholders to enhance modeling approach
- Monitor model performance and work with model governance group to support any model changes
- Complete as directed analysis to support ad hoc internal projects
- 2+ years of experience using advanced quantitative analysis and applied statistical techniques in relevant asset/liability categories, including regression, time series forecasting, economic models, data mining, survival analysis, prepayment modeling, sensitivity, back-testing, performance measurement
- 2+ years financial services experience with a preference for skills acquired in a function responsible for ALM, CCAR/DFAST stress testing, capital management, risk management, dynamic balance sheet/ income statement forecasting, loan or bond pricing
- Demonstrated ability in developing and managing sophisticated financial models and performing ad hoc analysis to support risk, valuation, pricing, and capital decisions in relevant asset/liability categories
- Advanced degree in a quantitative field (e.g., statistics, mathematics, quantitative finance)
- Experience in QRM and statistical software programming skills
- Advanced proficiency in Excel/ VBA and database applications
- Strong organizational skills and communication skills
41
Quantitative Modeling Analyst Resume Examples & Samples
- Bachelor’s Degree in mathematics, statistics, computer science or equivalent
- Experience with SQL, Excel, Access, and working with large data sets
- Requires extensive knowledge of statistical analysis practices, principles, applications and modeling methods
- Must have strong analytical skills and the ability to develop financial models
- Requires solid written and verbal communication skills and the ability to prepare oral and written reports
- Understanding of finance and the banking industry a plus
- Must be able to work in a deadline oriented environment
- Must have the ability to work individually and as part of a team
- Requires the ability to identify research, coordinate and resolve issues
- Requires excellent computer skills, including knowledge of Excel, Word, Access, and financial/statistical programs, such as SAS
- Applicable internships or 1 to 2 years of experience in financial model development
42
Quantitative Modeling Funds Transfer Pricing Resume Examples & Samples
- Develop and/or refine FTP methodologies using analytical tools, historical data and other appropriate information in a manner consistent with market risk modeling while promoting the desired line of business behavior
- Collaborate with the business line FPA/BU leaders to enhance the analysis and interpretation of Funds Transfer Pricing results with a focus on the Transfer Pricing Center
- Manage funds transfer pricing while enhancing cost of funds methodologies and models for all Bank products/business lines
- Facilitate cross-functional collaboration with FP&A, financial reporting, and business lines in order to develop profitability measurement and to carry out strategic ALM objectives
- 5+ years experience in Funds Transfer Pricing modeling and ALM analytics
- Advanced degree in Statistics, Financial Engineering, Financial Modeling, etc
- Mastery in a variety of software applications and languages: SQL, VBA, Microsoft. FTP software within QRM, or other ALM systems, such as Kamakura, is a plus
- Understanding of theoretical and practical accounting and finance concepts as well as techniques including discounted cash flow analysis, ROE, economic capital, funds transfer pricing, ALM and interest rate risk models, etc
- Prior experience in an FTP role for a Commercial Bank
- Excellent analytical and research skills: ability to interpret financial results and business indicators to identify trends
- Master’s or PhD in in a quantitative degree required
